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Ways of learning in a simple economic setting: a comparison

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Author Info
Domenico Colucci () (Dipartimento di Matematica per le Decisioni, Universita' degli Studi di Firenze)
Vincenzo Valori () (Dipartimento di Matematica per le Decisioni, Universita' degli Studi di Firenze)

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Abstract

We analyse the capacity of a range of different learning rules to describe actual human behaviour in the experiment on expectation formation in a cobweb model conducted by Hommes et al. (2000). We find indication of a relative superiority in terms of descriptive capacity of forms of generalised adaptive expectations allowing for endogenous gain parameters.

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File URL: http://www.dmd.unifi.it/RePEc/flo/WorkingPapers/2005/DiMaDWP2005-01.pdf
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Publisher Info
Paper provided by Dipartimento di Matematica per le Decisioni, Universita' degli Studi di Firenze in its series DiMaD Working Papers with number 2005-01.

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Length: 25
Date of creation: Jan 2005
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Publication status: Published as D. Colucci and V. Valori: Ways of learning in a simple economic setting: a comparison. Chaos, Solitons & Fractals, Vol. 29, Issue 3, 653-670, August 2006.
Handle: RePEc:flo:wpaper:2005-01

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Related research
Keywords: heterogeneous agents; expectations; bounded rationality.;

Find related papers by JEL classification:
D84 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Expectations; Speculations

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This page was last updated on 2009-12-3.


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